+588.9%
VST vs CCI
-37.1%
+626.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.6% | +13.1% | +10.8% |
| 7D | -9.8% | -0.1% | -9.7% | -9.9% |
| 30D | -25.1% | +28.4% | -53.5% | -27.9% |
| 3M | -11.6% | +20.0% | -31.6% | -14.1% |
| 6M | -20.9% | +0.8% | -21.7% | -21.5% |
| YTD | -22.3% | +3.6% | -25.9% | -23.4% |
| 1Y | -32.0% | +6.1% | -38.1% | -33.3% |
| 3Y | +262.4% | +7.2% | +255.2% | +237.7% |
| All | +588.9% | -37.1% | +626.0% | +731.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling